Fast calibrations of the forward search for testing multiple outliers in regression
DOI10.1007/S11634-007-0007-YzbMATH Open1301.62069OpenAlexW2104645801MaRDI QIDQ477987FDOQ477987
Authors: Anthony C. Atkinson, Marco Riani 
Publication date: 10 December 2014
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11634-007-0007-y
Recommendations
- Efficient and robust estimation of regression and scale parameters, with outlier detection
- Simple simulations for robust tests of multiple outliers in regression
- Finding multivariate outliers with FastPCS
- Rapid penalized likelihood-based outlier detection via heteroskedasticity test
- A Comparison of Multiple Outlier Detection Methods for Regression Data
- Multiple outliers detection in sparse high-dimensional regression
order statisticsmultiple outliersbeta-distributed errorsdeletion residualrobust methodstruncated \(t\) distribution
Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
- BACON: blocked adaptive computationally efficient outlier nominators.
- Title not available (Why is that?)
- Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
- Least Median of Squares Regression
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust diagnostic regression analysis
- Title not available (Why is that?)
- A comparative analysis of multiple outlier detection procedures in the linear regression model.
Cited In (14)
- Analysis of the forward search using some new results for martingales and empirical processes
- New robust dynamic plots for regression mixture detection
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Outlier-free merging of homogeneous groups of pre-classified observations under contamination
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- Robust analysis of default intensity
- The forward search: theory and data analysis
- Detecting atypical observations in financial data: the forward search for elliptical copulas
- Robust model selection with flexible trimming
- Density estimation of a unimodal continuous distribution in the presence of outliers
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Simple simulations for robust tests of multiple outliers in regression
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
- Robust inference in semiparametric spatial-temporal models
Uses Software
This page was built for publication: Fast calibrations of the forward search for testing multiple outliers in regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q477987)
